I moved in with my husband after we got engaged. It was a good thing... we learned each other's bad habits
and what it was really like to live with each other before we made the commitment of marriage. And I think our marriage is stronger for it.
Finances... That's something you will have to work out for yourselves. In my case, we were moving into grad student housing, and my then-fiance got a higher lottery pick than I did, so the rent showed up on his bursar's bill. I just gave him half the rent $ every month. Utilities were all included (whew!) except for long distance, where we each paid our own. Over time, we merged our finances as any married couple would do.
If you're moving into non-university housing, get the lease in both your names if you can, and split the utilities - you pay the electric, he pays the gas, etc - so that it works out fairly evenly.